Pimco NY Municipal Income FD GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0400 | 25.08 | |
| 0.0974 | 20.06 | |
| 0.8186 | 185.20 | |
| 0.0716 | 7.22 |
Estimation Period:
Jun 27, 2001 to Aug 1, 2025
Jun 27, 2001 to Aug 1, 2025
News Impact Curve
Volatility Forecasts
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